Portfolio Backtest

Rule-aware portfolio replay from order_plan_daily
Market: Oslo Børs Universe: OSEBX
NAV trajectory
2014-01-02 → 2019-12-31
Portfolio
Index (Oslo Børs)
Total return
+177.09%
CAGR
+18.52%
Max drawdown
-16.39%
Volatility
12.57%
Sharpe
1.39
Index return
+70.31%
Alpha
+106.79%
Activity & risk
Trades 0
Win rate —%
Avg trade —%

Avg exposure 92.1%
Avg cash 7.9%
Start NAV 1 000 000.00
End NAV 2 770 906.38
Turnover 13 077 430.33
Fees 8 433.84
Exits
Exit date Symbol Signal Entry date Hold days Entry Exit Return Reason
Open positions at end
Symbol Entry date Last event date Hold days Qty Avg cost Last price Last price date Market value % of NAV Unrealized %
AFG 2018-11-30 2018-11-30 396 1 818.3663 133.00 179.60 2026-03-09 326 578.58 11.79% +35.04%
ATEA 2019-09-16 2019-09-16 106 2 091.6110 119.00 142.00 2026-03-09 297 008.77 10.72% +19.33%
BONHR 2019-06-28 2019-06-28 186 1 448.9993 170.50 237.50 2026-03-09 344 137.34 12.42% +39.30%
BOUV 2019-02-27 2019-11-12 307 9 363.6725 23.00 50.30 2026-03-09 470 992.73 17.00% +118.70%
ELMRA 2019-09-19 2019-09-19 103 4 901.9031 51.50 32.70 2026-03-09 160 292.23 5.78% -36.50%
EPR 2019-07-08 2019-11-07 176 5 854.0487 28.20 88.40 2026-03-09 517 497.90 18.68% +213.48%
KID 2019-02-14 2019-02-14 320 5 667.7067 42.00 122.20 2026-03-09 692 593.76 25.00% +190.95%
MOWI 2018-02-16 2018-02-16 683 1 422.9794 151.30 215.40 2026-03-09 306 509.76 11.06% +42.37%
SB1NO 2018-08-21 2018-08-21 497 420.8903 96.50 204.50 2026-03-09 86 072.06 3.11% +111.92%
VEND 2019-02-25 2019-02-25 309 1 021.5531 234.90 254.20 2026-03-09 259 678.79 9.37% +8.22%